The EFI relay is basically 2 relays in one. Well, maybe three. It provides power to the ECU, the injectors, and I believe, the Fuel Pump.
You should be able to probe the connector on the relay to see if it has 12v with the car in the "ON" position. The pin/connector to check should be on the wiring diagram I posted in your other post.
If it is bad, and you can't find an EFI relay, you can cut off the connector and get 2 relays at a parts store, and their connectors (I think Autozone sells nice relay connectors) and swap it out for 2 common ones.
I think it's probably bad as the power source wire for the injectors is kind of big and out of the way, so I think it'd be a little difficult to damage enough for it to stop the injectors from firing.
Mario